RichardKennaway comments on The usefulness of correlations - Less Wrong

13 Post author: RichardKennaway 04 August 2009 07:00PM

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Comment author: RichardKennaway 04 August 2009 10:55:35PM 0 points [-]

Yes, that was an error. I was thinking of the case where X and Y are both normalised to have s.d. 1, in which case the regression line is indeed Y = cX, but that isn't the case here. In general, the line is Y = bcX/a where the standard deviations of X and Y are a and b.